[statistics]
An algorithm that refines GPS/GNSS data using optimized estimates of a system's position, velocity, or trajectory. Kalman filters blend sensor measurements with predictions using a weighted average to smooth out errors, fuse multiple location inputs, and provide positioning, navigation, and timing (PNT). The Kalman filter is named for the Hungarian-American electrical engineer, inventor, and mathematician Rudolf Emil Kálmán (1930–2016). This is also known as a linear quadratic estimation.